Related papers: On Liquidity Mining for Uniswap v3
We study equilibrium concepts in non-cooperative games under uncertainty where both beliefs and mixed strategies are represented by non-additive measures (capacities). In contrast to the classical Nash framework based on additive…
We consider the problem of distributed channel allocation in large networks under the frequency-selective interference channel. Performance is measured by the weighted sum of achievable rates. Our proposed algorithm is a modified Fictitious…
This paper considers the noncooperative maximization of mutual information in the Gaussian interference channel in a fully distributed fashion via game theory. This problem has been studied in a number of papers during the past decade for…
This paper investigates the game theory of resource-allocation situations where the "first come, first serve" heuristic creates inequitable, asymmetric benefits to the players. Specifically, this problem is formulated as a Generalized Nash…
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…
We introduce and study reward sharing schemes (RSS) that promote the fair formation of {\em stake pools}\ in collaborative projects that involve a large number of stakeholders such as the maintenance of a proof-of-stake (PoS) blockchain.…
This paper investigates a fully distributed adaptive Nash equilibrium (NE) seeking algorithm for constrained noncooperative games with prescribed-time stability. On the one hand, prescribed-time stability for the proposed NE seeking…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…
We present a strategic analysis of a trust model that has recently been proposed for promoting cooperative behaviour in user-centric networks. The mechanism for cooperation is based on a combination of reputation and virtual currency…
In this work, we provide a structural characterization of the possible Nash equilibria in the well-studied class of security games with additive utility. Our analysis yields a classification of possible equilibria into seven types and we…
This paper addresses the problem of utility maximization under uncertain parameters. In contrast with the classical approach, where the parameters of the model evolve freely within a given range, we constrain them via a penalty function. We…
We develop static and dynamic approaches for hedging of the impermanent loss (IL) of liquidity provision (LP) staked at Decentralised Exchanges (DEXes) which employ Uniswap V2 and V3 protocols. We provide detailed definitions and formulas…
In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…
We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…
A model of providing service in a P2P network is analyzed. It is shown that by adding a scrip system, a mechanism that admits a reasonable Nash equilibrium that reduces free riding can be obtained. The effect of varying the total amount of…
We consider Uniswap-like automated market makers, and, specifically, constant product liquidity pools, operating on blockchains. An important feature of Uniswap is the ability for a trader to carry out a sequence of asset swaps atomically,…
In zero-sum games, the optimal strategy is well-defined by the Nash equilibrium. However, it is overly conservative when playing against suboptimal opponents and it can not exploit their weaknesses. Limited look-ahead game solving in…
As decentralized finance (DeFi) evolves, distinguishing between user behaviors - liquidity provision versus active trading - has become vital for risk modeling and on-chain reputation. We propose a behavioral scoring framework for Uniswap…
Systematic scenario generation (SG) methods have emerged as an invaluable tool to handle uncertainty towards the efficient solution of stochastic programming (SP) problems. The quality of SG methods depends on their consistency to generate…
The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…